Heracross

Paralysis, you're ruined either way.
Poison? Possible, but there's no Tspikes presence in UU and switching into Toxic is still a good thing for Moxie heracross.
Burn? Legitimate, yes, but burns come from walls which Scarf Heracross isn't likely to switch into, plus Chandelure is more adept at taking a Will-o-wisp.
Sleep? IMO Sleep Talk is a better option on CB as it means anything Heracross uses will hit ludicrously hard, when with Scarf you lack some of the immediate power if you get stuck on the wrong attack.

Meanwhile, Moxie Heracross comes in on anything slower and in KO range and all but guarantees a +1 boost, or the threat switches and fall next time they come in to Spikes damage.

Guts still can break through that initial wall better though. Nab a toxic/tspikes (which are seen time to time)/Will-o-wisp boost on the switch and you can grab some threatening 2HKOs on walls which allows it to open up holes a bit like the banded set can (albeit band can get guts on top of that) while still being a revenge killer. Para makes you slow but still gives you guts so it's less crippling, and you don't fear scald anymore. You can also run sleep talk for a great sleep absorber (especially given the most common sleeper is Roserade who gets 2HKOd at worst by anything guts boosted) if you're willing to deal with a bit of unreliability and drop your 4th coverage move (earthquake just eases prediction and hits 1 or 2 threats better, night slash is weak, pursuit is situational and weak, and you don't really have any other options) You counter Sableye for another thing. So basically it's very usable, even though Moxie may be better overall. It's a matter of personal preference (and my preference is probably Guts right now, Hera never really NEEDED moxie).

Guts Heracross is definitely a much better wallbreaker than Scarf Moxiecross. I prefer the SD Heracross, since its main STAB moves are easily walled so having the ability to change moves is a lot more useful than hitting an opponent 50% harder. Heracross already hits hard anyways, and the ability to nab +2 at will is too good to pass up. I've tried using Salac SD Heracross @ Moxie, but honestly the status protection is much more beneficial for Heracross. After a SD boost, it doesn't need any moxie boosts to clean up after a Salac boost anyways. With its better-than-average bulk it can set up SD while tanking a hit and gain that Salac boost for a sweep.

On sets such as CB and SD, is it really necessary for Heracross to run max speed (as in, all 252 Spe EVs)? I know for Choice Scarf that max speed is the best option.The most it needs to outrun is base 80s like Chandelure, which it can do with 216 EVs, and you can dump the rest into your defenses (sure, it won't make a huge difference but at least it's something). The only thing you miss out on is tying with other Heracross... however, I don't play UU so maybe there's something I'm missing?

I have faced many lead Heracross , i'm not sure what item they are cause an Aerial Ace from my CB Ninjask OHKO's it . I wanna know if Scarfed-Cross is faster than Ninjask with 252Sp and +Sp Nature / 252Sp Neutral Sp nature ?

I have faced many lead Heracross , i'm not sure what item they are cause an Aerial Ace from my CB Ninjask OHKO's it . I wanna know if Scarfed-Cross is faster than Ninjask with 252Sp and +Sp Nature / 252Sp Neutral Sp nature ?

(Sorry if i sound like an idiot , new to this competitive play)

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This probably isn't the best place to ask this, and there are resources for this purpose between simulators/calcs/speed tiers.

That being said, yeah it does. If both are +Nature/both are neutral nature, you only need 188/192 EVs to outspeed it (respectively). Jolly Ninjask only needs 48 EVs to outspeed Adamant Scarfcross.